Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544995.5611 | 496050.186 | 48945.3752 | 162647.1408 | 53098.0192 | 109549.1216 |
Total P&L (%) | 544.9956 | 496.0502 | 48.9454 | 162.6471 | 53.098 | 109.5491 |
Avg Daily Profit (%) | 0.2617 | 0.2382 | 0.0235 | 0.0464 | 0.0205 | 0.0355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186232 | -101573 | -197945 | -460941 | -363348 | -281740 |
Profit Factor | 1.3421 | 1.627 | 1.061 | 1.0453 | 1.0293 | 1.0617 |
Total Trades | 403 | 202 | 201 | 403 | 202 | 201 |
Winning Trades | 164 | 78 | 86 | 164 | 78 | 86 |
Losing Trades | 239 | 124 | 115 | 239 | 124 | 115 |
Profitability (%) | 40.6948 | 38.6139 | 42.7861 | 40.6948 | 38.6139 | 42.7861 |
Ratio Avg Win / Avg Loss | 1.9559 | 2.5865 | 1.4188 | 1.5234 | 1.6363 | 1.4197 |
Largest Winning Trade | 262665 | 262665 | 49045 | 190123 | 178159 | 190123 |
Largest Losing Trade | -40344 | -25208 | -40344 | -89148 | -81981 | -89148 |
Avg Bars in Trades | 61 | 55 | 67 | 61 | 55 | 67 |
Avg Bars in Winners | 88 | 82 | 94 | 88 | 82 | 94 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 24820 | 11235 | 13585 | 24820 | 11235 | 13585 |
Profit Streak | 0 | 0 | 9.2063 | 0 | 0 | 9.2063 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306192 | 255668 | -317917 | -302048 | -357794 | -299744 |
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{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 25, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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